I see that you are executing a different select in your database than the one executed in NiFi. Try with that exact SQL statement and see if it works. In what you are executing now, I see no WHERE condition set on that column date. In NiFi you are executing: "SELECT dt_change FROM CompanyXYZ.dbo.test WHERE dt_change > '2023-03-28 09:55:38.783' "
As for the convert function, you receive no error message, it works just fine. But as stated above, you need to select the correct format for your use case. All the formats are present in that link.